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1.

図書

図書
Clifford F. Gray, Erik W. Larson
出版情報: Boston : McGraw-Hill/Irwin, c2003  xviii, 574, I-14 p. ; 26 cm
シリーズ名: The Irwin/McGraw-Hill series in operations and decision sciences
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Brief
Preface
Modern Project Management / 1:
Organization Strategies and Project Selection / 2:
Organization: Structure and Culture / 3:
Defining the Project / 4:
Estimating Project Times and Costs / 5:
Developing a Project Plan / 6:
Managing Risk / 7:
Scheduling Resources / 8:
Reducing Project Duration / 9:
Leadership: Being an Effective Project Manager / 10:
Managing Project Teams / 11:
Partnering: Managing Inter-organizational Relations / 12:
Progresses and Performance Measurement and Evaluation / 13:
Project Audit and Closure / 14:
International Projects / 15:
The Process of Project Management and the Future Acronyms / 16:
Appendix
Computer Project
Exercises
Glossary
Project Management Equations
Index
Brief
Preface
Modern Project Management / 1:
2.

図書

図書
Walter V. "Bud" Haslett Jr
出版情報: Hoboken, N.J. : Wiley, c2010  xv, 797 p. ; 26 cm
シリーズ名: CFA Institute investment perspectives series
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Foreword
Acknowledgments
Introduction
Overview-Two Decades Of Risk Management / Part I:
1990-1999
A Framework For Understanding Market Crisis / Richard M. BookstaberChapter 1:
Practical Issues In Choosing And Applying Risk Management Tools / Jacques LongerstaeyChapter 2:
The Three P's Of Total Risk Management / Andrew W. LoChapter 3:
Reporting And Monitoring Risk Exposure / Robert W. KoppraschChapter 4:
2000-Present
Risk Management: A Review / Sébastien LleoChapter 5:
Defining Risk / Glyn A. HoltonChapter 6:
Value And Risk: Beyond Betas / Aswath DamodaranChapter 7:
(A Simple Theory Of The Financial Crisis; Or, Why Fischer Black Still Matters / Tyler CowenChapter 8:
(Managing Firm Risk / Bluford H. PutnamChapter 9:
(Risk Measurement Versus Risk Management / D. Sykes WilfordChapter 10:
Measuring Risk / Part II:
What Volatility Tells Us About Diversification And Risk Management / Max DarnellChapter 11:
Risk: Measuring The Risk In Value At Risk / Philippe JorionChapter 12:
How Risk Management Can Benefi T Portfolio Managers / Michelle MccarthyChapter 13:
Merging The Risk Management Objectives Of The Client And Investment Manager / Bennett W. GolubChapter 14:
The Mismeasurement Of Risk / Mark Kritzman ; Don RichChapter 15:
Riskiness In Risk Measurement / Roland LochoffChapter 16:
The Second Moment / Don EzraChapter 17:
The Sense And Nonsense Of Risk Budgeting / Arjan B. Berkelaar ; Adam Kobor ; Masaki TsumagariChapter 18:
Understanding And Monitoring The Liquidity Crisis Cycle / Richard BookstaberChapter 19:
Why Company-Specifi C Risk Changes Over Time / James A. Bennett ; Richard W. SiasChapter 20:
Black Monday And Black Swans / John C. BogleChapter 21:
The Uncorrelated Return Myth / Richard M. EnnisChapter 22:
Managing Risk / Part III:
Alternative Investments
Risk Management For Hedge Funds: Introduction And Overview / Chapter 23:
Risk Management For Alternative Investment Strategies / Leslie RahlChapter 24:
Sources Of Change And Risk For Hedge Funds / Clifford S. AsnessChapter 25:
Risk Management In A Fund Of Funds / S. Luke EllisChapter 26:
Hedge Funds: Risk And Return / Burton G. Malkiel ; Atanu SahaChapter 27:
Credit Risk
Tumbling Tower Of Babel: Subprime Securitization And The Credit Crisis / Jeremy Graveline ; Michael Kokalari ; Bruce I. JacobsChapter 28:
Applying Modern Risk Management To Equity And Credit Analysis / Robert C. MertonChapter 30:
Derivatives
The Uses And Risks Of Derivatives / Joanne M. HillChapter 31:
Effective Risk Management In The Investment Firm / Mark C. BrickellChapter 32:
Risk-Management Programs / Maarten NederlofChapter 33:
Does Risk Management Add Value? / Charles W. SmithsonChapter 34:
Risk Management And Fiduciary Duties / Robert M. MclaughlinChapter 35:
Global Risk
Financial Risk Management In Global Portfolios / R. Charles TschampionChapter 36:
Universal Hedging: Optimizing Currency Risk And Reward In International Equity Portfolios / Fischer BlackChapter 37:
Strategies For Hedging / Mark P. KritzmanChapter 38:
Currency Risk Management In Emerging Markets / H. Gifford FongChapter 39:
Managing Geopolitical Risks / Marvin ZonisChapter 40:
Country Risk In Global Financial Management / Claude B. Erb ; Campbell R. Harvey ; Tadas E. ViskantaChapter 41:
Political Risk In The World Economies / Chapter 42:
Nonfinancial Risk
A Behavioral Perspective On Risk Management / Chapter 43:
Behavioral Risk: Anecdotes And Disturbing Evidence / Arnold S. WoodChapter 44:
The Ten Commandments Of Operational Due Diligence / Robert P. Swan IIIChapter 45:
Models / Emanuel DermanChapter 46:
The Use And Misuse Of Models In Investment Management / Douglas T. BreedenChapter 47:
Regulating Financial Markets: Protecting Us From Ourselves And Others / Meir StatmanChapter 48:
Pension Risk
Budgeting And Monitoring Pension Fund Risk / William F. SharpeChapter 49:
The Plan Sponsor's Perspective On Risk Management Programs / Desmond MacintyreChapter 50:
Evaluating A Risk-Management Program / Christopher J. CampisanoChapter 51:
Developing And Implementing A Risk-Budgeting System / Leo J. De BeverChapter 52:
Liability-Driven Investment Strategies For Pension Funds / Roman Von AhChapter 53:
About the Contributors
Index
Foreword
Acknowledgments
Introduction
3.

図書

図書
John C. Hull
出版情報: Boston ; Tokyo : Pearson, c2010  xvii, 556 p. ; 26 cm.
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Business Snapshots
Preface
Introduction / 1:
Banks / 2:
Insurance / 3:
Mutual Funds and Hedge Funds / 4:
Financial Instruments / 5:
How Traders Manage Their Exposures / 6:
Interest Rate Risk / 7:
Value at Risk / 8:
Volatility / 9:
Correlation and Copulas / 10:
Regulation, Basel II, and Solvency II / 11:
Market Risk VaR: Historical Simulation Approach / 12:
Market Risk VaR: Model-Building Approach / 13:
Credit Risk: Estimating Default Probabilities / 14:
Credit Risk Losses and Credit VaR / 15:
ABSs, CDOs, and the Credit Crunch of 2007 / 16:
Scenario Analysis and Stress Testing / 17:
Operational Risk / 18:
Liquidity Risk / 19:
Model Risk / 20:
Economic Capital and RAROC / 21:
Risk Management Mistakes to avoid / 22:
Compounding Frequencies and Interest Rates / Appendix A:
Zero Rtes, Forward Rates, and Zero-Coupon Yield Curves / Appendix B:
Valuing Forward and Futures Contracts / Appendix C:
Valuing Swaps / Appendix D:
Valuing European Options / Appendix E:
Valuing American Options / Appendix F:
Taylor Series Expansions / Appendix G:
Eigenvectors and Eigenvalues / Appendix H:
Principal Components Analysis / Appendix I:
Manipulation of Credit Transition Matrices / Appendix J:
Answers to Questions and Problems
Glossary of Terms
DerivaGem Software
Tables For N(x)
Index
Business Snapshots
Preface
Introduction / 1:
4.

図書

図書
Philippe Jorion
出版情報: New York : McGraw-Hill, c1997  xx, 332 p. ; 24 cm
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5.

図書

図書
Charles W. Smithson
出版情報: New York ; Tokyo : McGraw-Hill, 1998  xxiv, 663 p. ; 25 cm
シリーズ名: The Irwin library of investment and finance
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The Evolution of Risk Management Products
An Overview of the Risk Management Process
Impact of the Introduction of the Risk Management Products
Forward Contracts
Applications of Forwards
Futures
Applications of Futures
Swaps
Applications of Swaps
A Primer on Options
First-Generation Options
Applications of Options
Second-Generation Options
Engineering ``New'' Risk Management Products
Hybrid Securities
The Dealer's Perspective
Measuring and Managing Default Risk
Managing Price Risk in a Portfolio of Derivatives
Risk Governance
Risk Management and the Value of a Nonfinancial Firm
Measuring a Nonfinancial Firm's Exposure to Financial Price Risk
Implementing a Risk Management Program
Uses of Risk Management Products by Banks and Other Financial Institutions
Uses of Risk Management Products by Institutional Investors
The Evolution of Risk Management Products
An Overview of the Risk Management Process
Impact of the Introduction of the Risk Management Products
6.

図書

図書
Peter L. Bernstein
出版情報: New York : John Wiley & Sons, 1998  xi, 383 p. ; 23 cm
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To 1200: Beginnings?
The Winds of the Greeks and the Role of the Dice?
As Easy As I, II, III
1200-1700: A Thousand Outstanding Facts?
The Renaissance Gambler?
The French Connection?
The Remarkable Notions of the Remarkable Notions Man
1700-1900: Measurement Unlimited?
Considering the Nature of Man?
The Search for Moral Certainty?
The Supreme Law of Unreason?
The Man with the Sprained Brain?
Peapods and Perils?
The Fabric of Felicity
1900-1960: Clouds of Vagueness and the Demand for Precision?
The Measure of Our Ignorance?
The Radically Distinct Notion?
The Man Who Counted Everything Except Calories?
The Strange Case of the Anonymous Stockbroker?
Degrees of Belief: Exploring Uncertainty?
The Failure of Invariance?
The Theory Police?
The Fantastic System of Side Bets?
Awaiting The Wildness?
Notes?
Bibliography?
Indexes
To 1200: Beginnings?
The Winds of the Greeks and the Role of the Dice?
As Easy As I, II, III
7.

図書

図書
John X. Wang, Marvin L. Roush
出版情報: New York : Marcel Dekker, c2000  vii, 251 p. ; 24 cm
シリーズ名: What every engineer should know ; v. 36
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Preface
Risk Engineering - Dealing with System Complexity and Engineering Dynamics / Chapter 1.:
Understanding Failure Is Critical to Engineering Success / 1.1:
Risk Assessment - Quantification of Potential Failures / 1.2:
Risk Engineering - Converting Risk into Opportunities / 1.3:
Engineering - A Profession of Managing Technical Risk / 1.4:
References
Risk Identification - Understanding the Limits of Engineering Designs / Chapter 2.:
The Fall of Icarus - Limits of Engineering Design / 2.1:
Overload of Failures: Fracture and Its Mechanics / 2.2:
Wear-Out Failures: Crack Initiation and Growth / 2.3:
Environmental Impact: Temperature-Related Failure / 2.4:
Software and Related "Hard" Failures / 2.5:
Risk Assessment - Extending Murphy's Law / Chapter 3.:
Titanic: Connoisseurs of Engineering Failure / 3.1:
Risk Assessment: "How Likely It Is That A Thing Will Go Wrong" / 3.2:
Risk Assessment for Multiple Failure Modes / 3.3:
Fault Tree Analysis: Deductive Risk Assessment / 3.4:
Event Tree Analysis: Inductive Risk Assessment / 3.5:
A Risk Example: The TMI Accident / 3.6:
An International Risk Scale / 3.7:
Design for Risk Engineering - The Art of War Against Failures / Chapter 4.:
Challenger: Challenging Engineering Design / 4.1:
Goal Tree: Understand "What" and "How" / 4.2:
FMEA: Failure Mode and Effect Analysis / 4.3:
Redundancy and Fault Tolerance / 4.4:
Risk Acceptability - Uncertainty in Perspective / 4.5:
Uncertainty: Why Bridges Fall Down / 5.1:
Risk Mitigation: How Buildings Stand Up / 5.2:
From Safety Factor to Safety Index / 5.3:
Converting Safety Index into Probability of Failure / 5.4:
Quantitative Safety Goals: Probability vs. Consequence / 5.5:
Risk and Benefit: Balancing the Engineering Equation / 5.6:
From Risk Engineering to Risk Management / Chapter 6.:
Panama Canal: Recognizing and Managing Risk / 6.1:
Project Risk Assessment: Quantify Risk Triangle / 6.2:
Project Risk Control / 6.3:
Cost Risk - Interacting with Engineering Economy / Chapter 7.:
Engineering: The Art of Doing Well Inexpensively / 7.1:
Taguchi's Robust Design: Minimize Total Cost / 7.2:
Step 1: Identify System Function and Noise Factors / 7.3:
Step 2: Identify Total Cost-Function and Control Factors / 7.4:
Step 3: Design Matrix of Experiments and Define Data Analysis / 7.5:
Step 4: Conduct Experiments and Data Analysis / 7.6:
Step 5: Prediction of Cost-Risk Under Selected Parameter Levels / 7.7:
Life-Cycle Cost Management (LCCM) / 7.8:
Schedule Risk - Identifying and Controlling Critical Paths / Chapter 8.:
Schedule: Deliver Engineering Products on Time / 8.1:
Critical Path: Driver of Schedule Risk / 8.2:
Find and Analyze Critical Path / 8.3:
Schedule Risk for a Single Dominant Critical Path / 8.4:
Schedule Risk for Multiple Critical Paths / 8.5:
Integrated Risk Management and Computer Simulation / Chapter 9.:
An Integrated View of Risk / 9.1:
Integrated Risk Management / 9.2:
Incorporating the Impact of Schedule Risk / 9.3:
Monte-Carlo Simulation / 9.4:
Risk Assessment Software / Appendix A:
Failure Mode and Effect Analysis Software / Appendix B:
Index
Preface
Risk Engineering - Dealing with System Complexity and Engineering Dynamics / Chapter 1.:
Understanding Failure Is Critical to Engineering Success / 1.1:
8.

図書

図書
Dale Walter Karolak
出版情報: Los Alamitos, Calif. : IEEE Computer Society Press, c1998  viii, 162 p. ; 23 cm
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Introducing Serim: Software Engineering Risk Management
Achieving the Best Results
Tips for Application Use in a Team Setting
Common Characteristics of Each Step
How to Use the Application
A Message from the Author
About the Author
About LearnerFirst
About The IEEE Computer Society
Installing Serim
Uninstalling Serim
Starting Serim
Using Serim: The Command Structure
The Title Bar
The Top Toolbar
File Commands
Edit Commands
Step Command
Intro Command
Main Command
Plan Command
Window Command
Help Command
The Main Screen
The Bottom Toolbar
Scroll Bars
Exploring Serim: Application Contents
Project Description
Project Assessment
Analytical Perspectives
Action Plans
Supporting Serim: Getting Help
Smart Help SystemTM
LearnerFirst E-mail Support
Serim Customers' Private Web Site
Working With Serim: Examples
Satellite Software Project / Example 1:
PC Project / Example 2:
Embedded Project / Example 3:
Learning About Serim: Underlying Principles
The Problem
The Industrial Viewpoint
The Practitioner Viewpoint
The Example
What About Tools? Territories, Maps, and Bridges
Just-In-Time Philosophy and Strategy, Plan, Plan, Then Re-Plan., Identify Risks Early
Develop in Parallel
More On Software Risk Management and Just-In-Time
Researching Serim: References
More About Serim: Additional Readings
Investigating Serim: Equations
Customizing Serim: Request Form
List of Serim Metric Questions / Appendix A:
Serim Keystroke Combinations / Appendix B:
Introducing Serim: Software Engineering Risk Management
Achieving the Best Results
Tips for Application Use in a Team Setting
9.

図書

図書
Dale Walter Karolak
出版情報: Los Alamitos, Calif. : IEEE Computer Society Press, c1996  x, 171 p. ; 24 cm
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Acknowledgments
Preface
The Problem / Part I:
Familiar Passages / 1:
The Industrial Viewpoint
The Practitioner Viewpoint
The Example
Recognizing The Problem / 2:
The Example (Continued)
Territories, Maps, and Bridges
The Approach / Part II:
Just-In-Time Philosophy and Strategy / 3:
Plan, Plan, Then Re-Plan
Identify Risks Early
Develop In Parallel
More on Software Risk Management and Just-In-Time / 4:
Risk Management Perspectives
Strategic Risk Management
Operational Risk Management
Elements of Software Risk / 5:
Technical Risk
Cost Risk
Schedule Risk
Risk Management Activities
Risk Identification
Risk Strategy and Planning
Risk Assessment
Risk Mitigation/Avoidance
Risk Reporting
Risk Prediction
Software Risk Factors / 6:
Organization
Estimation
Monitoring
Development Methodology
Tools
Risk Culture
Usability
Correctness
Reliability
Personnel
Software Risk Metrics / 7:
Just-In-Time Method by Development Phase / 8:
Pre-Requirements and QFD
Requirements: Written and Executable
Design: Wide Then Deep
Code: Start Early!
Test: Accepting In Steps
Delivery and Maintenance: Old Code Never Dies
Part III The Application
Applying Just-In-Time / 9:
Making Choices
The Model's Design
The Model's Equations
A SERIM Example
Interpreting SERIM's Results
Using SERIM for Predicting Risks
JIT Software: The Whole Picture
Just-In-Time Examples / 10:
PC Software Project
Embedded Software Application Project
QFD Application
PERT Application
SERIM Application
Interpreting the Results: PC Project
Interpreting the Results: Embedded Project
Interpreting the Results: Both Projects
SERIM Predictive Capabilities for the Projects
Executable Requirements
Design Strategies
Coding
Testing and Delivery
Dreaming About Maintenance
Closing Thoughts
Glossary
References
Index
About the Author
Acknowledgments
Preface
The Problem / Part I:
10.

図書

図書
Robert J. Chapman
出版情報: Chichester : John Wiley & Sons, 2011  xxxiii, 637 p. ; 26 cm
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